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Superfund Green Gold SICAV

Combination of Superfund Green & Gold, minimum 20,000 USD

Inception 17.11.2014 1.000,00
Index / NAV 26.11.2021 1.450,52
Performance: 45,1 %
Performance p.a.: 5,40 %
Type: Luxembourg SICAV
Currency: USD
ISIN: LU1084751533
Minimum investment: 20,000 USD

Index

Inception 17.11.2014 at index 1.000,00

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014         1.000,001.027,511.023,222,3 %
20151.140,131.118,481.095,711.049,731.038,07970,29969,92894,44881,41925,85938,19902,39-11,8 %
2016956,981.082,591.053,771.013,95916,781.005,991.073,22990,57968,99861,20771,04744,58-17,5 %
2017783,66846,41837,97854,01871,86822,37883,53946,33912,091.003,961.013,741.067,6643,4 %
20181.182,001.027,851.050,591.037,88992,07931,39915,20889,23841,42757,10764,23799,63-25,1 %
2019852,89879,51890,00921,32895,561.013,961.036,051.184,501.074,331.087,821.082,611.138,5142,4 %
20201.237,591.229,631.263,331.368,451.382,611.383,631.587,391.577,451.410,831.343,221.274,221.409,3423,8 %
20211.384,531.383,771.385,511.444,291.611,861.472,531.548,431.529,591.469,631.530,821.450,522,9 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014         0,0 %2,8 %-0,4 %2,3 %
201511,4 %-1,9 %-2,0 %-4,2 %-1,1 %-6,5 %0,0 %-7,8 %-1,5 %5,0 %1,3 %-3,8 %-11,8 %
20166,0 %13,1 %-2,7 %-3,8 %-9,6 %9,7 %6,7 %-7,7 %-2,2 %-11,1 %-10,5 %-3,4 %-17,5 %
20175,2 %8,0 %-1,0 %1,9 %2,1 %-5,7 %7,4 %7,1 %-3,6 %10,1 %1,0 %5,3 %43,4 %
201810,7 %-13,0 %2,2 %-1,2 %-4,4 %-6,1 %-1,7 %-2,8 %-5,4 %-10,0 %0,9 %4,6 %-25,1 %
20196,7 %3,1 %1,2 %3,5 %-2,8 %13,2 %2,2 %14,3 %-9,3 %1,3 %-0,5 %5,2 %42,4 %
20208,7 %-0,6 %2,7 %8,3 %1,0 %0,1 %14,7 %-0,6 %-10,6 %-4,8 %-5,1 %10,6 %23,8 %
2021-1,8 %-0,1 %0,1 %4,2 %11,6 %-8,6 %5,2 %-1,2 %-3,9 %4,2 %-5,2 %2,9 %

// 12 Month Periods

Performance

(of the past 12-months-period)

26.11.2020 - 26.11.2021: 13,8%
26.11.2019 - 26.11.2020: 17,7%
26.11.2018 - 26.11.2019: 41,7%
26.11.2017 - 26.11.2018: -24,6%
26.11.2016 - 26.11.2017: 31,5%


key data (as of 26.11.2021)


Return Statistics

Performance p.a.*:5,40 %
Average Monthly Performance*:0,44 %
Percentage of Positive Months*:49,41 %
Highest Monthly Performance*:14,73 %
Lowest Monthly Performance*:-13,04 %


Risk Statistics

Annual Standard Deviation*:22,30 %
Monthly Standard Deviation*:6,44 %
Max. Drawdown***:-35,95 %
Maximum Time off Peak*:36 months


Efficiency Statistics

Sharpe Ratio**: 0,24
Sharpe Ratio (1 Year) **: 0,66
Sortino Ratio**: 0,44
Correlation CISDM CTA Equal Weighted*: 0,73
Correlation CS/Tremont HF*: 0,38
Correlation S&P*: 0,25
Correlation DAX*: 0,15
Correlation Price of Gold*: 0,75

* ... since Inception
** ... modified (risk-free return = 0%)
*** ... Calculated on a monthly basis


Facts

ISINLU1084751533
AuditorErnst & Young S.A.
CurrencyUSD
DepositaryEuropean Fund Administration S.A. (EFA)
Recommended Holding Periodat least 6 years
Management Fee0.4 % p.m.
Incentive Fee20%
Alternative Investmentfund ManagerLemanik Asset Management S.A.
Investment ManagerSuperfund Asset Management GmbH